-31.3%
BABA vs QS
-75.2%
+43.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -4.8% | -2.3% | -2.4% | -4.4% |
| 30D | -11.9% | -0.7% | -11.2% | -12.1% |
| 3M | -9.3% | -39.6% | +30.4% | -2.4% |
| 6M | -14.2% | -21.7% | +7.5% | -12.3% |
| YTD | -22.0% | -47.4% | +25.4% | -15.2% |
| 1Y | -12.7% | -28.4% | +15.7% | -13.2% |
| 3Y | +26.7% | -22.6% | +49.3% | +8.0% |
| All | -31.3% | -75.2% | +43.9% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded QS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling